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Nonnegative matrix factorization (NMF), a dimensionality reduction and factor analysis method, is a special case in which factor matrices have low-rank nonnegative constraints. Considering the stochastic learning in NMF, we specifically…

Numerical Analysis · Computer Science 2018-04-05 Hiroyuki Kasai

Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…

Econometrics · Economics 2020-08-04 Jushan Bai , Serena Ng

Using Non-negative Matrix Factorization (NMF), the observed matrix can be approximated by the product of the basis and coefficient matrices. Moreover, if the coefficient vectors are explained by the covariates for each individual, the…

Methodology · Statistics 2025-01-30 Kenichi Satoh

Efforts to understand the generalization mystery in deep learning have led to the belief that gradient-based optimization induces a form of implicit regularization, a bias towards models of low "complexity." We study the implicit…

Machine Learning · Computer Science 2019-10-29 Sanjeev Arora , Nadav Cohen , Wei Hu , Yuping Luo

Multiplication of a sparse matrix with another (dense or sparse) matrix is a fundamental operation that captures the computational patterns of many data science applications, including but not limited to graph algorithms, sparsely connected…

Numerical Analysis · Mathematics 2025-08-07 Aydın Buluç

Nonnegative Matrix Factorization (NMF) aims to factorize a matrix into two optimized nonnegative matrices and has been widely used for unsupervised learning tasks such as product recommendation based on a rating matrix. However, although…

Social and Information Networks · Computer Science 2015-04-03 Junyu Xuan , Jie Lu , Xiangfeng Luo , Guangquan Zhang

The goal of Boolean Matrix Factorization (BMF) is to approximate a given binary matrix as the product of two low-rank binary factor matrices, where the product of the factor matrices is computed under the Boolean algebra. While the problem…

Machine Learning · Computer Science 2020-12-08 Pauli Miettinen , Stefan Neumann

Nonnegative matrix factorization (NMF) has been widely studied in recent years due to its effectiveness in representing nonnegative data with parts-based representations. For NMF, a sparser solution implies better parts-based…

Machine Learning · Computer Science 2022-04-25 Chong Peng , Yiqun Zhang , Yongyong Chen , Zhao Kang , Chenglizhao Chen , Qiang Cheng

Matrix factorization is a popular framework for modeling low-rank data matrices. Motivated by manifold learning problems, this paper proposes a quadratic matrix factorization (QMF) framework to learn the curved manifold on which the dataset…

Machine Learning · Computer Science 2023-01-31 Zheng Zhai , Hengchao Chen , Qiang Sun

Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization…

Numerical Analysis · Mathematics 2025-01-09 Bhavana Jonnalagadda , Stephen Becker

A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subset of the columns of the input nonnegative data matrix containing all columns),…

Machine Learning · Statistics 2014-04-07 Nicolas Gillis , Stephen A. Vavasis

Non-negative matrix factorization (NMF) is a dimensionality reduction technique which tends to produce a sparse representation of data. Commonly, the error between the actual and recreated matrices is used as an objective function, but this…

Machine Learning · Computer Science 2019-02-06 Steven Squires , Adam Prugel Bennett , Mahesan Niranjan

We present here an original application of the non-negative matrix factorization (NMF) method, for the case of extra-financial data. These data are subject to high correlations between co-variables, as well as between observations. NMF…

Computational Finance · Quantitative Finance 2022-06-10 P Fogel , C Geissler , P Cotte , G Luta

Non-negative Matrix Factorization (NMF) is a useful method to extract features from multivariate data, but an important and sometimes neglected concern is that NMF can result in non-unique solutions. Often, there exist a Set of Feasible…

Applications · Statistics 2021-01-20 Ragnhild Laursen , Asger Hobolth

Nonnegative matrix factorization (NMF) is a widely used linear dimensionality reduction technique for nonnegative data. NMF requires that each data point is approximated by a convex combination of basis elements. Archetypal analysis (AA),…

Signal Processing · Electrical Eng. & Systems 2020-03-31 Pierre De Handschutter , Nicolas Gillis , Arnaud Vandaele , Xavier Siebert

Nonnegative matrix factorization (NMF) approximates a nonnegative matrix, $X$, by the product of two nonnegative factors, $WH$, where $W$ has $r$ columns and $H$ has $r$ rows. In this paper, we consider NMF using the component-wise L1 norm…

Machine Learning · Computer Science 2026-04-01 Giovanni Seraghiti , Kévin Dubrulle , Arnaud Vandaele , Nicolas Gillis

Time series of graphs are increasingly prevalent in modern data and pose unique challenges to visual exploration and pattern extraction. This paper describes the development and application of matrix factorizations for exploration and…

Social and Information Networks · Computer Science 2015-06-16 Shawn Mankad , George Michailidis

The Nonnegative Matrix Factorization (NMF) of the rating matrix has shown to be an effective method to tackle the recommendation problem. In this paper we propose new methods based on the NMF of the rating matrix and we compare them with…

Machine Learning · Computer Science 2019-08-30 Gianna M. Del Corso , Francesco Romani

Matrix factorization (MF) has been widely used to discover the low-rank structure and to predict the missing entries of data matrix. In many real-world learning systems, the data matrix can be very high-dimensional but sparse. This poses an…

Information Retrieval · Computer Science 2019-01-08 Xiangnan He , Jinhui Tang , Xiaoyu Du , Richang Hong , Tongwei Ren , Tat-Seng Chua